+160.5%
HON vs OVV
+51.8%
+108.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.7% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | +8.6% | -2.5% | +11.1% | +8.8% |
| 3M | -0.8% | +0.5% | -1.3% | -1.2% |
| 6M | -0.1% | +8.5% | -8.6% | -2.1% |
| YTD | +12.8% | +64.5% | -51.7% | +3.0% |
| 1Y | +10.4% | +64.7% | -54.3% | +0.7% |
| 3Y | +30.5% | +54.1% | -23.7% | +17.8% |
| 5Y | +15.0% | +95.4% | -80.4% | -4.0% |
| 10Y | +160.5% | +54.9% | +105.6% | +67.2% |
| All | +160.5% | +51.8% | +108.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling